+28.7%
FSLR vs HWM
+353.4%
-324.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -3.2% |
| 7D | -12.0% | +11.1% | -23.1% | -13.9% |
| 30D | -7.7% | +3.0% | -10.6% | -8.5% |
| 3M | -24.0% | -20.7% | -3.3% | -20.4% |
| 6M | -24.4% | -17.2% | -7.3% | -21.8% |
| YTD | -34.0% | +9.1% | -43.1% | -35.9% |
| 1Y | -35.6% | +9.0% | -44.6% | -37.4% |
| All | +28.7% | +353.4% | -324.7% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded HWM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling